Also, what should I look for in:
Woofer
Mid-range driver
Tweeter
All speakers should have as flat a frequency response as possible and low distortion. You can usually find information on the first parameter, but not much on the second. Thus it often means just buying a more expensive speaker from a known brand since sound quality is generally, (but not exactly), related to speaker cost.
Woofers should be designed for good fidelity, not necessarily for maximum output. For example the woofers designed for car boom-box systems give very high output levels, but their frequency response is usually rather peaky (all bass notes tend to sound the same).
For woofers you also have to decide whether to use a sealed box or a ported (reflex) design. The ported designs have higher output level but the sealed box designs generally have better transient control (have a "tighter" sound) and are often preferred for music listening. The reflex designs tend to be favored for home theater systems where rattle-the-walls sound levels are considered by some to be more important than music accuracy.
Edit: An additional refinement you can do with active circuits is compensate for dips or valleys in the speaker frequency response. You add a network that has the inverse response to the speaker's output, the result being a flat output from the speaker. One way to achieve this is with some type of notch filter (can be inverted to give a peak) with the width ,depth, and frequency of the peak adjusted to match the inverse of the speaker response.
You can also extend the low end of a subwoofer's frequency response by adding a filter that provides a boost in the frequency response below the normal rolloff of the subwoofer (see
**broken link removed** for example).